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Sliding Mode Control
of Semi-Markovian
Jump Systems
Sliding Mode Control
of Semi-Markovian
Jump Systems
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Typeset in Times
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Contents
Preface.......................................................................................................................ix
Acknowledgment.......................................................................................................xi
Authors.................................................................................................................... xiii
Chapter 1 Introduction...........................................................................................1
1.1 Sliding Mode Control.................................................................1
1.1.1 Basic Concepts of SMC.................................................1
1.1.2 Implementation of SMC................................................4
1.1.2.1 Sliding Surface Design..................................5
1.1.2.2 Sliding Mode Controller Design....................5
1.2 Semi-Markovian Jump Systems.................................................5
1.2.1 Review of Markovian Jump Systems............................5
1.2.2 Description of Semi-Markovian Jump Systems............8
1.3 Preview of This Book............................................................... 11
1.4 Some Useful Definitions and Lemmas..................................... 13
1.5 Abbreviations and Notations.................................................... 14
References........................................................................................... 15
v
vi Contents
Outlook................................................................................................................... 157
Index....................................................................................................................... 159
Preface
Recently, semi-Markovian jump systems (S-MJSs) have received wide attention due
to their feasibility in modeling practical systems, for instance, electrical systems,
economics and mechanics, that suffer from abrupt structural changes caused by phe-
nomena such as random failures or repairs, changes in subsystem interconnections
and so on. Nowadays, the analysis and synthesis of S-MJSs is becoming more and
more rich, and many important results have been achieved. However, due to the gen-
erality that the transition rates in S-MJSs are time-varying and hard to obtain in prac-
tice, the fundamental issues of stochastic stability and stabilization of such systems
are still challenging. Hence, we make an attempt to tackle the analysis and synthesis
of a class of continuous-time S-MJSs with generally uncertain transition rates.
Sliding mode control has unique advantages in dealing with nonlinear complex
systems: the sliding mode control model has the properties such as fast response and
good transient performance, strong robustness to system perturbations and uncertain-
ties, which has attracted great attention in the control community since its appear-
ance. For sliding mode control of stochastic systems, the two-step design become
more complicated than normal state-space systems; it is necessary to consider the
jumping effect caused by the switching modes, the finite-time reachability due to
jumping rules, the controller design with deficiency-mode transition rates informa-
tion, etc. This monograph contains valuable references and knowledge to help the
relevant researchers to explore these issues and carry out further research in the area.
The purposes of this monograph are to present latest development and literature
review on sliding mode control of S-MJSs, which involves problems such as sto-
chastic stability analysis, fuzzy integral sliding mode control, finite-time sliding
mode control, adaptive sliding mode control and decentralized sliding mode control
for S-MJSs, and their applications in robotic manipulator and circuit systems, for
instance. The contents are also suitable for a one-semester graduate course.
More specially, in this monograph, basic concepts and results on stochastic sta-
bility of S-MJSs are first presented in Chapter 1. In Chapter 2, based on the former
fundamental results, the problem of stochastic stability for S-MJSs with generally
uncertain transition rates (TRs) is investigated through linear matrix inequality
(LMI) technique. Chapter 3 deals with the issue of robust fuzzy integral sliding
mode control for continuous-time Takagi–Sugeno fuzzy model-based S-MJSs, and
the assumption that input matrices are the same with full column rank is removed.
Chapter 4 treats finite-time sliding mode control of continuous-time S-MJs with
immeasurable premise variables via fuzzy approach, and LMI conditions are proposed
to guarantee boundedness performance both at the reaching phase and at the sliding
motion phase. In Chapter 5, observer-based adaptive sliding mode control for non-
linear Takagi–Sugeno fuzzy model-based S-MJSs with immeasurable premise vari-
ables is investigated, LMI conditions for stochastic stability with an H ∞ performance
disturbance attenuation level γ of the sliding mode dynamics and error dynamics are
developed, and an adaptive controller is synthesized to ensure finite-time reachability
of a predefined sliding surface. Chapter 6 presents a decentralized adaptive sliding
ix
x Preface
xi
Authors
Dr. Baoping Jiang
School of Electronic and Information Engineering, Suzhou
University of Science and Technology, Suzhou 215009, China
(e-mails: baopingj@163.com)
Baoping Jiang received the Ph.D. degree in control theory
from the Ocean University of China, Qingdao, China, in 2019.
From 2017 to 2019, he was a joint training Ph.D. candidate in
the Department of Mechanical Engineering, Politecnico di
Milano, Milan, Italy. In 2019, he joined the Suzhou University
of Science and Technology, Suzhou, China, where he is an associate professor. His
research interests include sliding mode control, stochastic systems, etc.
xiii
1 Introduction
x = f ( x , u, t ), x ∈ n , u ∈ m , t ∈ , (1.1)
1
2 Sliding Mode Control of Semi-Markovian Jump Systems
ui+ (t ), si (t ) > 0,
ui (t ) = −
u (t ), si (t ) < 0,
i
in which ui+ ≠ ui− , such that the following three conditions are satisfied:
[s( k + 1) − s( k )]s( k ) ≤ 0,
| s( k + 1) |≤| s( k ),
1 2
V ( k + 1) − V ( k ) ≤ 0, V ( k ) = s ( k ).
2
Introduction 3
• The system has good quality during the reaching phase, and the parameters
ϵ and q in the reaching law can be adjusted;
• The size of the switching band can be calculated;
• Solving the SMC problem becomes more simple;
• The reaching condition in the form of equation gives equation type of the
variable structure control, which is easy to impelment in the design process.
Even SMC has the advantages such as fast response, insensitivity to parameter varia-
tions and complete rejection of matched external disturbances, and shows strong
robustness to external noise interference and parameter perturbation. However, SMC
also shows its main disadvantage (chattering effect) in practical application due to the
hysteresis of the switching device; the actual sliding mode cannot always remain on
the switching manifold, which may be for the following reasons:
1. Space-lag switch
Switch lag corresponds to the existence of dead zone of state variables in the
state space. Therefore, the consequence is that constant amplitude wave will
be superimposed on the sliding surface.
2. Time-lag switch
In the vicinity of sliding surface, due to the time lag of the switch, the exact
change of the control effect on the state is delayed for a period of time, and
since the amplitude of the control quantity decreases gradually, it shows a
decaying triangular wave on the sliding surface.
3. The effect of physical inertia
Since the energy and acceleration of the system are finite, and the inertia of
the system always exits, the control switch is always accompanied by a time
lag, which is consistent with the time lag in effect.
4. Chattering generated by the characteristics of the discrete system.
The sliding mode of discrete-time system itself is a “quasi-sliding mode”; its
switching action does not occur on the sliding surface, but on the surface of
a conical body whose vertex is the origin point.
as follows: (1) quasi-sliding mode method mainly includes the continuous function
approximation method and boundary-layer design method; in order to smooth the
switching signal sgn(s(t)), a continuous sigmoid function was often proposed [5,6].
In Ref. [7], nonadaptive chattering-free sliding mode controllers were proposed
by assuming that the norm of the derivative of the sliding surface was upper-
bounded; (2) reaching law methods, such as using the linear approach law and
exponential approach law [8]; (3) the filtering method, which enables the control
signal of the system passing through the filter for smooth filtering; for instance, in
Ref. [9], a gain-scheduled SMC scheme was proposed for tracking control tasks
of multilink robotic manipulators, in which two classes of low-pass filters were
introduced to work concurrently for the purpose of acquiring equivalent control
in order to reduce the switching gains; (4) the interference observer method, using
the interference observer to estimate external perturbations and uncertainties,
then to compensate them [10,11]; (5) the dynamic sliding mode method – in order
to obtain the essentially time-continuous dynamic SMC law, the switching func-
tion used in the conventional SMC was reconstructed through a differential pro-
cess [12,13]; (6) fuzzy methods – one is based on experience, using fuzzy logic to
realize self-adjustment of SMC parameters, and the other way is based on the uni-
versal approximation property of fuzzy models [14,15]. Other methods to reduce
the chattering effect include the neural network, genetic algorithm optimization
and switching gain reduction [16–19].
1.1.2 Implementation of SMC
Generally, a conventional SMC design involves two steps: Step 1. Designing a
sliding surface S ( x ) = 0 such that the dynamics restricted to the sliding surface
has the desired properties, such as stability, disturbance rejection capability and
tracking; Step 2. Designing a discontinuous feedback controller u(t ) such that
the system-state trajectories can be attracted onto the designed sliding surface
in a finite time and maintained on the sliding surface for all subsequent time
periods. Figure 1.1 plots the implementation of an ideal SMC process, which
includes two phases – one is the reaching phase: from initial state x 0 to point A
on hyperplane – and the other is the sliding motion phase: from point A to the
equilibrium point O.
1.2
SEMI-MARKOVIAN JUMP SYSTEMS
1.2.1 Review of Markovian Jump Systems
With the fast development of modern industrial engineering, the automatic control
theory has been applied, which roughly has gone through the following three stages:
classical control theory, modern control theory and large-system control theory. On the
contrary, the fast development of automatic control theory also promoted the devel-
opment of modern industrial engineering. In modern industrial engineering, the high
demands for modeling complex system with more accuracy and precision are increas-
ing. For example, some abrupt changes in the system, such as dynamic abrupt changes,
parameter shifting or environmental noise changes, need to be described by more
appropriate mathematical models. In general, these internal or external uncertainties
6 Sliding Mode Control of Semi-Markovian Jump Systems
diL (t )
L + uc (t ) + R1iL (t ) = u(t ),
dt
duc (t ) uc (t )
C (rt ) + = iL (t ).
dt R2
By defining x (t ) = [ x1T (t ) x 2T (t )]T , then it obtains the state-space system in the form:
1 1
− 0
C ( r )R2 C ( rt )
x(t ) = t
x (t ) + 1 u(t ).
1 R1 L
− −
L L
Introduction 7
The above state-space equation gives the form of a physical system with multimode
property modeled by a stochastic system.
As an important class of stochastic hybrid systems, Markovian jumping systems
(MJSs) have attracted the attention of many scholars due to their extensive modeling
applicability. Moreover, a large number of research results have been extended to
various social production processes, such as power system, manufacturing system,
communication system, control of nuclear power plant, control of aircraft and wire-
less servo control, etc. [48–51]. Since Krasovskii and Lidskii [52] proposed the MJSs
to describe the stochastic jumping system, a large number of scholars have given
many important theoretical achievements on the analysis of various performance
indexes and comprehensive control of such systems. These theoretical achievements
not only promoted the development of control theory, but also made great contribu-
tions to the improvement of social and economic benefits.
Pr { X n +1 = in +1 | X 0 = i0 , X1 = i1 ,, X n = in } = Pr { X n +1 = in +1 | X n = in } . (1.2)
where x (t ) is the system-state vector, A(rt ) and B(rt ) are the system matrices with
compatible dimensions that depend on rt . {rt , t ≥ 0} is a continuous-time homogeneous
Markov process taking values in a finite space = {1,2,, s}. The evolution of the
Markov process {rt , t ≥ 0} is governed by the following probability transitions:
π ij h + o(h), i ≠ j,
Pr{rt + h = j | rt = i} =
1 + π ii h + o(h), i = j,
where h > 0 and lim o(h) / h = 0 , π ij > 0, i ≠ j , is the transition rate from mode i at
h→ 0
t
lim E
t →+∞
∫ x(s)
0
2
ds | x 0 , r0 < +∞,
then the system (1.3) is said to be stochastically stable;
II: if it satisfies that
{
lim E x (t , x 0 , r0 ) 2 = 0,
t →+∞
}
then the system (1.3) is said to be mean-square asymptotically stable;
III: if for arbitrary parameters a > 0 and b > 0, it satisfies that
{ }
E x (t , x 0 , r0 ) 2 < a x 0 2 e − bt ,
{
Pr lim E { x (t , x 0 , r0 ) } = 0 = 1,
t →+∞
}
then the system (1.3) is said to be almost surely (asymptotically) stable.
The linear MJS (1.3) is stochastically stable if there exists positive-definite matrix Pi
such that the following condition is satisfied
s
Pi Ai + AiT Pi + ∑π P < 0.
j =1
ij j
system using semi-Markovian parameter has attracted the attention of many scholars
[58,59], because the semi-Markovian jump systems (S-MJSs) relax the restriction
that the distribution of mode dwell time obeys exponential distribution but obeys
more general distribution, such as the Gaussian distribution [60] and Weibull dis-
tribution [61], which further expands the analysis and synthesis of physical system.
From the point view of modeling stochastic systems, the MJSs and the S-MJSs have
great similarity that the theoretical research of the S-MJSs can borrow the results
and technical methods applied in MJSs for a certain extent. However, the transition
rate (TR) of an S-MJS is time-dependent, that is, time-varying. Therefore, the main
attention is focused on the influence of the time-varying TRs that play on the whole
system performance indexes and on the mechanism of control design. At present,
compared with the MJSs, there does not exist a set of mature and consistent theoreti-
cal basis for the study of the S-MJSs. This book tries to make some efforts for it.
Generally, in continuous-time stochastic jumping systems, the sojourn time is the
time duration between the two jumps. The sojourn time h is a random variable fol-
lowing continuous probability distribution F, for instance; F is an exponential dis-
tribution in the MJSs. Correspondingly, the transition rate λij (h), which is largely
determined by F, refers to the speed that the system jumps from mode i to mode j.
For example, if F is an exponential distribution, then λij (h) ≡ λij is a constant, which
derives from the memoryless property of the exponential distribution. As pointed in
Ref. [62], only the exponential distribution among the continuous-time probability
distributions pertains the memoryless property, which indicates that the jump speed
of the stochastic process is independent of the past. Therefore, using MJSs to model
stochastic system requires that the transition rate of the system is independent of the
past. Due to the exponential distribution for the sojourn time, the transition rate from
mode i to mode j is constant, that is,
in which fij (t ) is a probability distribution function from mode i to mode j, and Fij (t )
is the corresponding cumulative distribution function.
Regarding the semi-Markovian process, for example, the probability distribution
of sojourn time follows Weibull distribution: for a given shape parameter α > 0 and a
scale parameter β > 0, the probability distribution function is in the form
α α −1 h
α h exp[−( )α ], h ≥ 0,
f (h) = β β
0, h < 0,
h α
1 − exp[−( ) ], h ≥ 0,
F (h) = β
0, h < 0,
10 Sliding Mode Control of Semi-Markovian Jump Systems
f (h) α α −1
λ (h) = = h .
1 − F (h) β α
As a result of the relaxation, the memoryless property in the MJSs does not pertain in
the S-MJSs, so the transition rate is not a constant in the S-MJS. This poses the main
technical difficulty for the stochastic stability analysis for the S-MJSs. Also, we can
see that MJSs are a special kind of S-MJSs with α = 1.
On the complete probability space (Ω, F , P ), consider the following linear S-MJS:
where x (t ) is the system-state vector, and A(rt ) are the system matrices with
compatible dimensions that depend on rt . {rt , t ≥ 0} is a continuous-time homogeneous
semi-Markovian process taking values in a finite space = {1,2,, s}.
π ij (h)h + o(h), i ≠ j,
Pr{rt + h = j | rt = i} =
1 + π ii (h)h + o(h), i = j,
where h > 0 and lim o(h) / h = 0 , π ij (h) > 0, m ≠ n , is the transition rate from mode m
h→ 0
The linear S-MJS (1.4) is stochastically stable if there exists positive-definite matrix
Pi such that the following condition is satisfied
s
Based on the above lemma, a lot of research results have been proposed. The literature
[64,65] proposed the stability analysis for a class of phase-type S-MJS, in which the
sojourn time obeyed the phase-type distribution. The stochastic stability and robust-
state feedback stabilization of S-MJSs were discussed by LMI method in Ref. [66].
Introduction 11
In Ref. [63], the time-varying transition rates of the system were divided into M equal
parts by using the segmentation method, and a new criterion for the stochastic stabil-
ity of the system was given, which greatly reduced the conservatism of the conclusion.
In Refs. [67,68], the authors studied the generalized moment stability and stochastic
stabilization of linear S-MJSs, respectively. In Ref. [69], Li and Shi systematically
proposed the stochastic stability analysis, the estimated state-based SMC design, out-
put feedback quantitative control analysis, filtering design and fault diagnosis of the
S-MJSs. Zhang [70] studied the stochastic stability and stabilization of linear discrete-
time S-MJSs by using the semi-Markovian kernel method. Through the matrix spec-
tral radius analysis, the stochastic stability analysis of the positive S-MJSs was given
in Ref. [71]. In Ref. [72], the SMC approach was applied to study the passive control
of S-MJSs in the presence of actuator failure, in which the research was generally
based on uncertain transition rate. The application of the semi-Markovian model in
cluster synchronous traction control of complex dynamic networks was investigated
in Ref. [73], etc. Many scholars have made their contributions to the research of SMC
for S-MJSs: for example, as discussed in Refs. [74–79], the design of sliding mode
observer, adaptive law and adaptive SMC strategy with switching rules were proposed
for S-MJSs or S-MJSs with time-varying delay. For other researches of S-MJSs, such
as neural network-based filtering design, stochastic synchronization analysis, fault-
tolerant control and finite-time control, please refer to [80–87] and references therein.
For S-MJSs, it is difficult to analyze the performance indexes of the system because
of time-varying transition rates, which may show high nonlinearity. Some scholars
have made in-depth research on this issue. For example, in Ref. [63], the authors set
the value of time-varying transition rates upper- and lower-bounded, and then used the
known upper and lower bounds to give the stochastic stability criterion, respectively.
Following the method, in Ref. [88], the authors linearized the time-varying transition
rates by linear combination functions. In Ref. [83], the authors assumed that the dwell
time of the system modes obeyed the completely known probability distributions,
such as the Gaussian distribution and Weibull distribution, etc., and thus obtained the
known transition rate matrix, based on which the criterion conditions for checking
stochastic stability were obtained. More generally, in Ref. [89], the authors for the first
time gave the stochastic admissibility of generalized S-MJSs with uncertain transi-
tion rates and partially unknown transition rates, which laid a solid foundation for
subsequent theoretical research and extension of S-MJSs. However, the studies in Ref.
[89] still have some deficiencies: for example, how to deal with the stability and stabi-
lization issues when the jumping information from one mode to others is completely
unknown. Therefore, the study of the S-MJSs should be further discussed.
1.3
PREVIEW OF THIS BOOK
The contents of this book are organized as follows:
Chapter 1 gives the research background, motivations and research problems
of this book, which mainly involve SMC methodologies in continuous-time and
discrete-time, application and modeling of MJSs and S-MJSs. A survey is provided
on the fundamental theory of the SMC methodologies, which include some basic
concepts, sliding surface design, sliding mode controller design and chattering
12 Sliding Mode Control of Semi-Markovian Jump Systems
1.4
SOME USEFUL DEFINITIONS AND LEMMAS
Lemma 1.3 [90]
Q11 Q12
Q=
Q21 Q22
(i) Q > 0 if and only if
Q11 > 0,
T −1
Q − Q12 Q11 Q12 > 0
22
Or
Q22 > 0,
Q − Q12Q11−1Q12
T
>0
11
Given any real number ε and any square matrix R, the matrix inequality
ε ( R + RT ) ≤ ε 2 F + RF −1RT
1. 2 x T y ≤ x T Px + yT P −1 y,
2. Q + DF (t ) E + E T F T (t ) D T ≤ Q + ε −1DD T + ε E T E.
E{V ( x (t + δ ), rt +δ ) | x (t ), rt = m)} − V ( x (t ), m)
V ( x (t ), rt ) = lim .
δ →0 δ
1.5
ABBREVIATIONS AND NOTATIONS
integer
n or n× m field of n-dimensional real vector or n × m real matrices
Ω sample space
σ -algebra
probability measurement
(Ω, F , P ) complete probability space
⋅ expectation operator with respect to probability measures
E{}
(⋅) infinitesimal operator of the Lyapunov function
L 2 [0, +∞) space of square integrable functions on [0, +∞)
P > 0 ( P ≥ 0) P is a symmetric positive (semi-positive) definite matrix
P − Q is a symmetric positive-definite matrix
AT or A−1 transpose of matrix A or inverse of matrix A
I or 0 identity matrix or zero matrix with appropriate dimension
∅ empty set
| ⋅ | Euclidean vector norm
⋅ Euclidean matrix norm (spectral norm)
⋅ 2 L 2-norm
∑ sum
∀ for all
Introduction 15
is defined as
∗ symmetric terms of a matrix
Tr( A) trace of the square matrix A
rank( A) rank of matrix A
diag{a1 , a2 ,…, an} diagonal matrix with diagonal elements a1 , a2 ,, an
⋅ sign function
sgn{}
det(⋅) matrix determinant
min(⋅) or max(⋅) takes the maximum or minimum value
λmin (⋅) or λmax (⋅) minimum or maximum eigenvalue of a matrix
He( P) defined as P + P
T
lim limit
sup supremum
inf infimum
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2 Stochastic Stability
of Semi-Markovian
Jump Systems with
Generally Uncertain
Transition Rates
2.1
INTRODUCTION
It is known that transition rate is one of the most important roles that regulates
the overall dynamic performance of S-MJSs, which distinguishes the dynamics
of S-MJSs from that of deterministic switching systems. However, due to the high
complexity of real-world circumstance, obtaining the exact knowledge of transi-
tion rates seems impossible. Therefore, it is necessary to undertake an analysis of
S-MJSs with deficient-mode information. So far, it has witnessed some inspiring
works. For example, in Ref. [1], the transition rates were set to follow fully known
probability distributions, such as the Gaussian distribution. In Ref. [2], the authors
confined the transition rates π ij (h) lower- and upper-bounded. And in Ref. [3], a
phase-type semi-Markov process was transformed into its associated Markov
chain. However, it is noted that all the results proposed in the above literature
required information on all transition rates, either full or partial cases. Therefore,
the analysis and synthesis of S-MJSs with generally uncertain TRs becomes a hot
issue. It has witnessed some results in the field of MJSs: for example, the stability
and stabilization problems for a class of continuous-time and discrete-time linear
MJS with partly unknown transition probabilities were investigated in Ref. [4],
which covers completely known and completely unknown transition probabilities
as two special cases. Also in Ref. [5], the stability and stabilization problems for
a kind of continuous-time and discrete-time MJS with generally bounded transi-
tion rates (probability) were studied. Recently, some new results are proposed
in Ref. [6] with a novel method to deal with generally uncertain time-varying
transition rates, that is, some transition rates are fully unknown. But in Ref. [6],
only two cases for the mode information in the transition rate matrix are inves-
tigated, which is far from enough since some important and difficult issues have
not been touched yet, especially for the types that transition rates from one mode
to others are totally unknown. Although some methods have been proposed in
21
22 Sliding Mode Control of Semi-Markovian Jump Systems
dealing with MJSs with deficiency-mode information [7], the techniques cannot
be extended to S-MJSs directly or might be invalid for S-MJSs. So far, to the best
of our knowledge, the issue of stochastic stability analysis for S-MJSs with more
generic transition rates is an open challenge that has not been addressed, which
motivates us to do the research.
Based on the above analysis, this chapter deals with the problem of stochastic
stability analysis for linear S-MJSs with generic transition rates, which includes full
information, partial information and totally unknown information about the modes.
The main contribution is that a set of feasible criteria are established to check the
stochastic stability of the considered systems. Particularly, for the case that all transi-
tion rates from one mode to others are fully unknown, a feasible estimation method is
proposed to deal with this issue. Then, by solving a maximum optimization problem,
feasible solutions for the established linear matrix inequality (LMI) conditions can
be obtained in the sense of stochastic stability.
2.2
SYSTEM DESCRIPTION
Consider the following continuous-time linear S-MJS fixed on the probability space
(Ω, F , P ):
x (t ) = A(rt ) x (t ),
(2.1)
x (0) = x 0 , r (0) = r0 ,
where x (t ) ∈ n is the state vector, A(rt ) is the mode-dependent system matrix with
appropriate dimensions, x 0 is the initial condition, and r0 is the initial mode of the
semi-Markov process. {rt , t ≥ 0} is a semi-Markov process taking values in a finite set
= {1,2,…, s} and governed by
π ij (h)h + o(h), i ≠ j,
Pr{rt + h = j | rt = i} = (2.2)
1 + π ii (h)h + o(h), i = j,
where h > 0 and lim o(h) / h = 0 , π ij (h) > 0, i ≠ j , is the transition rate from mode i at
h→ 0
time t to mode j at time t + h, and π ii (h) = − ∑ π (h) < 0 for each i ∈. In addition,
j ≠i
ij
The linear S-MJS (2.1) with all modes and all t ≥ 0 is said to be stochastically stable
if there exists a finite positive constant T ( x 0 , r0 ) such that the following inequality
holds for any initial condition ( x 0 , r0 ):
t
E
∫ xˆ(s)
0
2
ds ≤ µ −1EV ( xˆ (0), r0 ).
Remark 2.1
Generally, in order to deal with the analysis and synthesis of continuous-time S-MJSs,
the following methods have been proposed to tackle the transition rate π ij (h):
a. Huang and Shi have proposed some pioneer works [2], in which π ij (h) was
set lower- and upper-bounded as π ij (h) ∈[π ij , π ij ] with π ij and π ij being the
known lower and upper bounds of the transition rate π ij (h), respectively.
Further, in order to reduce conservativeness of the proposed stability crite-
rion, the transition rate was further separated into M sections with division
points π ij ,0 , π ij ,1 ,, π ij , M −1 , π ij , M ;
b. Based on the general assumption from Ref. [2] that π ij (h) is lower- and
upper-bounded, the following conditions are further developed in Ref. [8]:
K K
π ij (h) = ∑ζ π , ∑ζ
k =1
k ijk
k =1
k = 1,ζ k ≥ 0, (2.4)
with
π ij − π ij
π ij + ( k − 1) , i ≠ j, j ∈S ,
K −1
π ijk =
π ij − ( k − 1) π ij − π ij , i = j, j ∈S ,
K −1
d. In view of the above three cases, which all need partial or full information
on the TR π ij (h), the following TR matrix in Ref. [9] was introduced to bet-
ter accommodate practical dynamical systems
π 11 + ∆π 11 (h) ? π 1s + ∆π 1s (h)
? ? π 2 s + ∆π 2 s (h) . (2.6)
? π s 2 + ∆π s 2 (h) π ss + ∆π ss (h)
This chapter will follow the case (d) and extend the result to more generic cases.
Now, revisit the case (d) in Ref. [9]. Practically, for the high complexity of the real-
world dynamics, the TRs for S-MJSs are considered to satisfy the following two
cases: (I): π ij (h) is fully unknown and (II): π ij (h) is not exactly known but upper-
and lower-bounded. Following [1] that π ij (h) ∈[π ij , π ij ], in which π ij and π ij are the
known real constants representing the lower and upper bounds of π ij (h), respec-
1
tively. Denote π ij (h) π ij + ∆π ij (h), in which π ij = (π ij + π ij ) and | ∆π ij (h) |≤ δ ij with
2
1
δ ij = (π ij − π ij ). The TR matrix with three jumping modes may be described as
2
π 11 + ∆π 11 (h) ? π 13 + ∆π 13 (h)
? ? π 23 + ∆π 23 (h) , (2.7)
? π 32 + ∆π 32 (h) ?
where “?” is the description of unknown TRs. For brevity, ∀i ∈ , let I i = I i ,kn ∪ I i ,ukn,
where I i ,kn and I i ,ukn are defined as follows:
Basically, the results developed in Ref. [9] have some limitations due to the assump-
tions that both I i ,kn and I i ,ukn are not empty. Therefore, only two cases are studied in
Ref. [9], that is, i ∈ I i ,kn with I i ,ukn ≠ ∅ and i ∈ I i ,ukn with I i ,kn ≠ ∅. Here, the most impor-
tant case to be studied is that what if i ∈ I i ,ukn while I i ,kn is empty, that is, I i ,kn = ∅. For
instance, the TR matrix with four modes is defined by the following form:
Therefore, based on the above TR matrix, the following cases are needed to be
studied:
Here, we need to point out that the case (iv) will not exist for all i ∈ S in the following
investigation.
Compared with previous literature, more universal TRs (2.8) will be investigated
in this chapter. Especially for the case (iv), which is the most challenging part to
be analyzed in the sequel. Therefore, in order to give stochastic stability of semi-
Markovian jump linear system (S-MJLS) (2.1) in the sense of case (iv), the following
estimation method is proposed:
(iv-i): i ∈ I i ,ukn and I i ,kn = ∅, while there exists j ∈ I j ,kn with I j ,kn being not empty
for j ≠ i, such as the first and third rows of TR matrix (2.8). In this case, we define
where π jj* (h) is the partially known j*-th TR in the j-th row of TR matrix, and ai is
the estimated parameter to be determined.
To this end, another issue comes that how to determine ai in order to investigate the
stochastic stability of an S-MJLS with TR matrix in form of (2.8). Therefore, to give a
comprehensive study of S-MJLS with generic uncertain TRs, at least five cases should
be considered, which include the cases (i)–(iii) and the case (iv) that is divided into
another two cases (iv-i) and (iv-ii). In the following, an LMI-based formulation and an
optimization algorithm are proposed to check the stochastic stability and to obtain the
estimated parameters ai . Before moving on, we denote the following nonempty set I i ,kn :
where i ,s (s ∈{1,2,…, o}) represents the index of s-th element in the i-th row of the
TR matrix.
Therefore, the overall purpose of this chapter is to recommend numerically feasible
stochastic stability conditions for the linear S-MJS (2.1) with universal generic TRs.
26 Sliding Mode Control of Semi-Markovian Jump Systems
2.3
STOCHASTIC STABILITY ANALYSIS
Based on the above discussions, the following stochastic stability criterion is proposed
for the S-MJSs (2.1) with generic TRs in the presence of the abovementioned five cases.
Theorem 2.1
For the linear S-MJS (2.1), π ij (h) depends on sojourn time h, where h is set to 0 when
system jumps. Then the system is stochastically stable if there exist Pi > 0 and i ∈ ,
such that for all i ∈
s
V ( x (t ), r (t )) = x T (t ) P(rt ) x (t ). (2.10)
Then, according to Definition 1.5 and the method proposed in Ref. [2], we have
1
s
V ( x (t ), i) = lim
r→0 r ∑ Pr{ηt + r = j | ηt = i}xrT Pi xr
j =1, j ≠ i
+ Pr{ηt + r = j | ηt = i}xrT Pi xr − x T (t ) Pi x (t ) ,
1
s
qij (Gi (h + δ ) − Gi (t )) T
V ( x (t ), i) = lim
δ →0 δ ∑ 1 − Gi (h)
xδ Pi xδ
j =1, j ≠ i
1 − Gi (h + δ ) T
+ xδ Pi xδ − x T (t ) Pi x (t )
1 − Gi (h)
1
s
qij (Gi (h + δ ) − Gi (h)) T
= lim
δ →0 δ ∑ 1 − Gi (h)
xδ Pi xδ
j =1, j ≠ i
1 − Gi (h + δ ) T
+ [ xδ − x T (t )]Pi xδ
1 − Gi (h)
1 − Gi (h + δ ) T
+ x (t ) P T ( k )[ xδ − x (t )]
1 − Gi (h)
Gi (h + δ ) − Gi (h) T
− x (t ) Pi x (t )
1 − Gi (h)
Stochastic Stability 27
where Gi (h) is the cumulative distribution function of the sojourn time when the
system stays in mode i and qij is the probability intensity from mode i to mode j. On
the other hand, we have that
1 − Gi (h + δ )
lim = 1,
δ → 0 1 − Gi (h)
Now, define π ij (h) = π i (h)qij for j ≠ i and π ii (h) = − ∑ π (h). Overall, we have
j ≠i
ij
V (t ) = x T (t )Γ i x (t ). (2.12)
in which Γ i = Pi Ai + A P + T
i i ∑ π (h)P . It is seen from (2.9) that Γ
j =1
ij j i ,m < 0, Hence,
V ( xˆ (t ), rt ) ≤ − µ xˆ (t ) 2 . (2.13)
which yields
t
E
∫ xˆ(s)
0
2
ds ≤ µ −1EV ( xˆ (0), r0 ). (2.15)
Then, it is easy to see that the linear S-MJS (2.1) is stochastically stable.
Now, based on the above results, let’s consider the more general cases.
Theorem 2.2
Given the scalar ai , the linear S-MJS (2.1) is stochastically stable if there exist
p ositive-definite matrices Pi > 0 , Uij > 0, Vij > 0, Wij > 0, Sij > 0 and Tij > 0 such that
the following conditions hold for each i ∈ ,
28 Sliding Mode Control of Semi-Markovian Jump Systems
i11 i12
< 0, (2.16)
* i13
i21 i22
< 0, (2.17)
* i23
Pi − Pl ≥ 0, (2.18a)
i31 i32
< 0, (2.18b)
* i33
Case IV: i ∈ I i ,ukn, there exists j ≠ i such that j ∈ I j ,kn , for ∀l ∈ I i ,ukn ,
δ2
Pi Ai + AiT Pi + aiπ jj ( Pi − Pl ) + ai jj Sii ai ( Pi − Pl )
4 < 0, (2.19)
* − ai Sii
Pi − Pl ≥ 0, (2.20a)
δ2
Pi Ai + AiT Pi + aiπ jj* ( Pj* − Pl ) + jj* Tij* ai ( Pj* − Pl )
4 < 0, (2.20b)
* − ai Tij*
where
s s
(δ ij )2
= Pi Ai + A P +
i
11 T
i i
j =1, j ≠ i
4∑ Uij + ∑π P ,
j =1
ij j
i12 = [( P1 − Pi ) … ( Pi −1 − Pi ) ( Pi +1 − Pi ) … ( Ps − Pi )],
i13 = [−Ui1 … −Ui (i −1) −Ui (i +1) −Uis ],
(δ ij )2
i21 = Pi Ai + AiT Pi + ∑ 4 Vij + π ij ( Pj − Pl ) ,
j ∈Ii ,kn
Stochastic Stability 29
(δ ij )2
i31 = Pi Ai + AiT Pi + ∑
j ∈Ii ,kn
4
Wij + π ij ( Pj − Pl ) ,
i32 = [( P i ,1 − Pl ) … ( P i ,o 2 − Pl )],
Proof: Based on the former Theorem 2.1, the linear S-MJS (2.1) is stochastically
stable if it holds
However, the above inequality is not solvable in the sense of nonlinear transition
s
rates. Now, we are to deal with the term ∑ π (h)P . Let’s consider the following
j =1
ij j
cases:
Case I: i ∈ I i ,kn and I i ,kn = S.
s s
be rewritten as
s s s
∑j =1
π ij (h) Pj = ∑j =1
π ij Pj + ∑ ∆π (h)P
j =1
ij j
s s
= ∑ j =1
π ij Pj + ∑ ∆π (h)P + ∆π (h)P
j =1, j ≠ i
ij j ii i
s s
= ∑ j =1
π ij Pj + ∑ ∆π (h) ( P − P )
j =1, j ≠ i
ij j i (2.21)
s s
= ∑ j =1
π ij Pj + ∑ 12 ∆π (h) ( P − P ) + 12 ∆π (h)(P − P )
j =1, j ≠ i
ij j i ij j i
s s
δ ij2
≤ ∑ π P + ∑ 4 U
j =1
ij j
j =1, j ≠ i
ij + ( Pj − Pi )Uij−1 ( Pj − Pi )
30 Sliding Mode Control of Semi-Markovian Jump Systems
By applying Schur complement, it is known that (2.16) guarantees the S-MJS (2.1)
is stochastically stable in this case.
Case II: i ∈ I i ,kn, I i ,kn ≠ S and I i ,kn ≠ ∅.
First, let λi ,kn ∑
π ij (h). Since I i ,ukn ≠ ∅, it satisfies that λi ,kn < 0 . Therefore,
j ∈Ii ,kn
s
s
∑π (h)P = ∑ + ∑
j =1
ij j
j ∈Ii ,kn j ∈Ii , ukn
π ij (h) Pj
= ∑ π (h)P − λ ∑ π−λ(h)P .
j ∈Ii ,kn
ij j i ,k
j ∈Ii ,ukn
ij
i ,k
j (2.22)
i ,k
π ij (h)
s
∑ π (h)(P − P ) = ∑ π (P − P ) + ∑ ∆π (h)(P − P ).
j ∈Ii ,kn
ij j l
j ∈Ii ,kn
ij j l
j ∈Ii ,kn
ij j l (2.25)
By virtue of Lemma 1.4 and for any Vij > 0 , it follows that
(δ ij )2 T
≤ ∑ −1
4 Vij + ( Pj − Pl )(Vij ) ( Pj − Pl ) .
j ∈Ii ,kn
(2.26)